Euro Bund Future December 2007
Trading Metrics calculated at close of trading on 13-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
110.36 |
109.88 |
-0.48 |
-0.4% |
111.48 |
High |
110.36 |
109.90 |
-0.46 |
-0.4% |
111.48 |
Low |
109.93 |
109.30 |
-0.63 |
-0.6% |
110.06 |
Close |
110.06 |
109.84 |
-0.22 |
-0.2% |
110.37 |
Range |
0.43 |
0.60 |
0.17 |
39.5% |
1.42 |
ATR |
0.29 |
0.32 |
0.03 |
11.6% |
0.00 |
Volume |
4,966 |
1,317 |
-3,649 |
-73.5% |
10,838 |
|
Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.48 |
111.26 |
110.17 |
|
R3 |
110.88 |
110.66 |
110.01 |
|
R2 |
110.28 |
110.28 |
109.95 |
|
R1 |
110.06 |
110.06 |
109.90 |
109.87 |
PP |
109.68 |
109.68 |
109.68 |
109.59 |
S1 |
109.46 |
109.46 |
109.79 |
109.27 |
S2 |
109.08 |
109.08 |
109.73 |
|
S3 |
108.48 |
108.86 |
109.68 |
|
S4 |
107.88 |
108.26 |
109.51 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.90 |
114.05 |
111.15 |
|
R3 |
113.48 |
112.63 |
110.76 |
|
R2 |
112.06 |
112.06 |
110.63 |
|
R1 |
111.21 |
111.21 |
110.50 |
110.93 |
PP |
110.64 |
110.64 |
110.64 |
110.49 |
S1 |
109.79 |
109.79 |
110.24 |
109.51 |
S2 |
109.22 |
109.22 |
110.11 |
|
S3 |
107.80 |
108.37 |
109.98 |
|
S4 |
106.38 |
106.95 |
109.59 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.45 |
2.618 |
111.47 |
1.618 |
110.87 |
1.000 |
110.50 |
0.618 |
110.27 |
HIGH |
109.90 |
0.618 |
109.67 |
0.500 |
109.60 |
0.382 |
109.53 |
LOW |
109.30 |
0.618 |
108.93 |
1.000 |
108.70 |
1.618 |
108.33 |
2.618 |
107.73 |
4.250 |
106.75 |
|
|
Fisher Pivots for day following 13-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
109.76 |
109.98 |
PP |
109.68 |
109.93 |
S1 |
109.60 |
109.89 |
|